On the finite termination of the Douglas-Rachford method for the convex feasibility problem

In this paper we apply the Douglas–Rachford (DR) method to solve the problem of finding a point in the intersection of the interior of a closed convex cone and a closed convex set in an infinite-dimensional Hilbert space. For this purpose, we propose two variants of the DR method which can find a point in the intersection in a finite number of iterations. In order to analyse the finite termination of the methods, we use some properties of the metric projection and a result regarding the rate of convergence of fixed point iterations. As applications of the results, we propose the methods for solving the conic and semidefinite feasibility problems, which terminate at a solution in a finite number of iterations.     

Two applications of Brouwer’s fixed point theorem: in insurance and in biology models

In the first part of the article, a new interesting system of difference equations is introduced. It is developed for re-rating purposes in general insurance. A nonlinear transformation φ of a d-dimensional (d ≥ 2) Euclidean space is introduced that enables us to express the system in the form f^t+1:=φ( f^t), t = 0, 1, 2,. …. Under typical actuarial assumptions, existence of solutions of that system is proven by means of Brouwer’s fixed point theorem in normed spaces. In addition, conditions that guarantee uniqueness of a solution are given. The second, smaller part of the article is about Leslie–Gower’s system of d ≥ 2 difference equations. We focus on the system that satisfies conditions consistent with weak inter-specific competition. We prove existence and uniqueness of the equilibrium of the model under surprisingly simple and very general conditions. Even though the two parts of this article have applications in two different sciences, they are connected with similar mathematics, in particular by our use of Brouwer’s fixed point theorem.     

An optimal asymptotic-numerical method for convection dominated systems having exponential boundary layers

The convection dominated diffusion problems are studied. Higher order accurate numerical methods are presented for problems in one and two dimensions. The underlying technique utilizes a superposition of given problem into two independent problems. The first one is the reduced problem that refers to the outer or smooth solution. Stretching transformation is used to obtain the second problem for inner layer solution. The method considered for outer or degenerate problems are based on higher order Runge–Kutta methods and upwind finite differences. However, inner problem is solved analytically or asymptotically. The schemes presented are proved to be consistent and stable. Possible extensions to delay differential equations and to nonlinear problems are outlined. Numerical results for several test examples are illustrated and a comparative analysis is presented. It is observed that the method presented is highly accurate and easy to implement. Moreover, the numerical results obtained are not only comparable with the exact solution but also in agreement with the theoretical estimates.     

On three-term recurrence and Christoffel–Darboux identity for orthogonal rational functions on the real line

First, we give an algebraic proof to the Christoffel–Darboux identity of formal orthogonal rational functions on the real line by exposing some underlying algebraic properties. This proof does not involve the three-term recurrence relationship. Besides, it is shown that if a family of rational functions satisfies the Christoffel–Darboux relation, then it also admits a three-term recurrence relationship. Thus, the equivalence between both relations is revealed.     

Families of orthogonal Laurent polynomials,hyperelliptic lie algebras and elliptic integrals

We describe a family of polynomials discovered via a particular recursion relation, which have connections to Chebyshev polynomials of the first and the second kind, and the polynomial version of Pell's equation. Many of their properties are listed in Section 3. We show that these families of polynomials in the variable t satisfy certain second-order linear differential equations that may be of interest to mathematicians in conformal field theory and number theory. We also prove that these families of polynomials in the setting of Date–Jimbo–Kashiwara–Miwa algebras when multiplied by a suitable power of t are orthogonal with respect to explicitly described kernels. Particular cases lead to new identities of elliptic integrals (see Section 5).